Dealer didn't include one for me...so I just took the one I had from my '08 335xi!

SA told me that if you are using a current generation iPod touch/iPhone then the cable that has both a USB and AUX plug isn't necessary. I use a iPod Classic so needed the USB/AUX cable.

Have you tried your iPod classic with a normal white USB lead? You have the tech package so it should work with just USB regardless of which generation it is. My 2 year old iPhone 3G works fine with just a white USB cable. Sounds like more dealer bullsh!t to me